Article ID: | iaor20051087 |
Country: | Netherlands |
Volume: | 32 |
Issue: | 5 |
Start Page Number: | 399 |
End Page Number: | 408 |
Publication Date: | Sep 2004 |
Journal: | Operations Research Letters |
Authors: | Heyde C.C., Kou S.G. |
Keywords: | telecommunications |
Although understanding tail behavior of distributions is important in many areas, such as telecommunications network analysis and finance, there is considerable controversy about distinctions between exponential-type and power-type tails. This paper explains why the distinctions are surprisingly difficult for popular methods in the literature, and why particularly large samples are needed for clear discrimination.